Market data

Backtest a basket over the last 12 months

Simulate a weighted basket over 12 months, monthly rebalanced, against buy-and-hold SPY.

POST /api/backtest takes a weighted basket and returns its 12-month simulated performance against buy-and-hold SPY. It reads public equity history only — no inference, no user funds.

POST /api/backtest · public, no token required · 20 requests per 60 seconds per IP. Base URL, response envelope, and error shapes: conventions.

The engine starts at 100, renormalizes weights over the covered subset, drifts positions with daily closes, and rebalances every ~21 trading days.

Request body

application/json.

Field	Type	Required	Description
`allocations`	array	yes	1 to 20 legs.
`allocations[].symbol`	string	yes	A tradable ticker, for example `AAPL`. Unknown symbols return 400.
`allocations[].weightPct`	number	yes	Positive, up to 100. Weights renormalize over the legs that have history.

Response

Field	Type	Description
`backtest`	object \| null	`null` when covered weight is below 50% or SPY history is missing.
`backtest.period`	string	Always `"1Y"`.
`backtest.rebalance`	string	Always `"monthly"`.
`backtest.coveragePct`	number	Share of basket weight that had real history to test (0 to 100).
`backtest.excluded`	string[]	Symbols left out because no honest public series exists.
`backtest.portfolio`	object	Simulated basket: `returnPct`, `volPct`, `maxDrawdownPct`, `sharpe`, `curve` (60 points, normalized to 100).
`backtest.benchmark`	object	Same stats for buy-and-hold SPY, plus `symbol: "SPY"`.

Example

curl https://monvera.best/api/backtest \
  -H "Content-Type: application/json" \
  -d '{
    "allocations": [
      { "symbol": "AAPL", "weightPct": 35 },
      { "symbol": "NVDA", "weightPct": 25 },
      { "symbol": "SPY",  "weightPct": 25 },
      { "symbol": "SGOV", "weightPct": 15 }
    ]
  }'

The curve arrays hold 60 points each, trimmed here for space.

{
  "backtest": {
    "period": "1Y",
    "rebalance": "monthly",
    "coveragePct": 100,
    "excluded": [],
    "portfolio": {
      "returnPct": 22.41,
      "volPct": 18.9,
      "maxDrawdownPct": 12.07,
      "sharpe": 1.18,
      "curve": [100, 101.3, 99.8, 104.2, 108.6, 115.9, 122.41]
    },
    "benchmark": {
      "symbol": "SPY",
      "returnPct": 14.22,
      "volPct": 12.68,
      "maxDrawdownPct": 8.31,
      "sharpe": 1.05,
      "curve": [100, 100.9, 100.1, 102.8, 105.4, 110.7, 114.22]
    }
  }
}

Errors

Status	Body	Cause
400	`{"error":"Invalid request body."}`	Malformed JSON, non-array `allocations`, unknown `symbol`, or a `weightPct` outside 0 to 100.
200	`{"backtest": null}`	Covered weight fell below 50%, or SPY history was missing. Check for null before reading stats.

On a non-null result, excluded names any legs dropped for having no public series.